rapflag 0.0.2 → 0.0.3

data/lib/rapflag/fetch.rb

@@ -1,176 +0,0 @@
-require 'csv'
-require 'open-uri'
-require 'faraday'
-require 'fileutils'
-
-module RAPFLAG
-
-  class History
-    attr_reader :history, :wallet, :currency, :btc_to_usd, :bfx_to_usd
-    DATE_FORMAT = '%Y.%m.%d'
-    DATE_TIME_FORMAT = '%Y.%m.%d %H:%M:%S'
-    @@btc_to_usd = {}
-    @@bfx_to_usd = {}
-
-    def initialize(wallet = 'trading', currency = 'USD')
-      @wallet = wallet
-      @currency = currency
-    end
-
-    def get_usd_exchange(date_time = Time.now, from='BTC')
-      return 1.0 if from == 'USD'
-      key = date_time.strftime(DATE_FORMAT)
-      return @@btc_to_usd[key] if from.eql?('BTC') && @@btc_to_usd.size > 0
-      return @@bfx_to_usd[key] if from.eql?('BFX') && @@bfx_to_usd.size > 0
-
-      ms =  (date_time.is_a?(Date) ? date_time.to_time : date_time).to_i*1000
-      ms_next_date = ms + (3*24*3600)*1000
-      # this does not work
-      # url = "https://api.bitfinex.com/v2/candles/trade:1D:t#{from}USD/hist?start:#{ms}?end:#{ms_next_date}"
-      url = "https://api.bitfinex.com/v2/candles/trade:1D:t#{from}USD/hist?start:#{ms}?end:#{ms_next_date}"
-      # therefore we just return the most uptodate
-      url = "https://api.bitfinex.com/v2/candles/trade:1D:t#{from}USD/hist?start:#{ms}"
-      puts "Fetching #{date_time}: #{url} #{@@btc_to_usd.size} BTC #{@@bfx_to_usd.size} BFX" if $VERBOSE
-      response = Faraday.get(url)
-      items = eval(response.body)
-      rates = {}
-      items.each do |item|
-        if item.first.eql?(:error)
-          puts "Fetching returned #{item}. Aborting"
-          exit(1)
-        end
-        # http://docs.bitfinex.com/v2/reference#rest-public-candles
-        # field definitions for  [ MTS, OPEN, CLOSE, HIGH, LOW, VOLUME ],
-        # MTS   int   millisecond time stamp
-        # OPEN  float   First execution during the time frame
-        # CLOSE   float   Last execution during the time frame
-        # HIGH  integer   Highest execution during the time frame
-        # LOW   float   Lowest execution during the timeframe
-        # VOLUME  float   Quantity of symbol traded within the timeframe
-        # [[1489363200000,1224.4,1211.2,1238,1206.7,6157.96283895],
-        timestamp = Time.at(item.first/1000).strftime(DATE_FORMAT)
-        rates[timestamp] = item[2]
-      end;
-      from.eql?('BTC') ? @@btc_to_usd = rates.clone : @@bfx_to_usd = rates.clone
-      rates[key] ? rates[key] : nil
-    rescue => err
-      puts "Err #{err}"
-      binding.pry if defined?(MiniTest)
-    end
-
-    def fetch_csv_history
-      client = Bitfinex::Client.new
-      @history = []
-      timestamp = Time.now.to_i + 1
-      while true
-        begin
-          partial = client.history(@currency, { :limit => 500, :until => timestamp, :wallet => @wallet})
-          break unless partial && partial.size > 0
-          if partial.is_a?(Hash)
-            puts "Got #{partial['error']} while fetching #{@wallet} #{@currency} until #{Time.at(timestamp)}"
-            exit 3
-          end
-          first_time = Time.at(partial.first['timestamp'].to_i).strftime(DATE_TIME_FORMAT)
-          last_time = Time.at(partial.last['timestamp'].to_i).strftime(DATE_TIME_FORMAT)
-          puts "Feched #{partial.size} @history entries #{first_time} -> #{last_time}"  if $VERBOSE
-          timestamp = (partial.last['timestamp'].to_i - 1)
-          @history = @history | partial
-          break if partial.size <= 1
-        rescue => error
-          puts "error #{error}"
-        end
-      end
-      puts "Feched #{@history.size} history entries" if $VERBOSE
-    end
-
-    # Configure the client with the proper KEY/SECRET, you can create a new one from:
-    # https://www.bitfinex.com/api
-    def create_csv_file
-      out_file = "output/#{@wallet}_#{@currency}.csv"
-      FileUtils.makedirs(File.dirname(out_file))
-      CSV.open(out_file,'w',
-          :write_headers=> true,
-          :headers => ['currency',
-                      'amount',
-                      'balance',
-                      'description',
-                      'date_time',
-                      ] #< column header
-        ) do |csv|
-        @history.each do | hist_item|
-          csv << [ hist_item['currency'],
-                  hist_item['amount'],
-                  hist_item['balance'],
-                  hist_item['description'],
-                    Time.at(hist_item['timestamp'].to_i).strftime(DATE_TIME_FORMAT),
-                  ]
-        end
-      end
-
-      sums = {}
-      @history.each do | hist_item|
-        key = /^[^\d]+/.match(hist_item['description'])[0].chomp
-        value = hist_item['amount'].to_f
-        if sums[key]
-          sums[key] +=  value
-        else
-          sums[key]  =  value
-        end
-      end
-
-      puts
-      puts "Summary for #{@wallet} #{@currency} (#{@history.size} entries}"
-      sums.each do |key, value|
-        puts " #{sprintf('%40s', key)} is #{value}"
-      end
-    end
-
-    Struct.new("Daily", :date, :amount, :balance, :description, :income)
-    def create_summary
-      @daily = {}
-      @history.sort{|x,y| x['timestamp'] <=> y['timestamp']}.each do | hist_item|
-        date = Time.at(hist_item['timestamp'].to_i).strftime(DATE_FORMAT)
-        info = Struct::Daily.new(date, hist_item['amount'].to_f, hist_item['balance'].to_f, hist_item['description'])
-        amount = hist_item['amount'].to_f
-        balance = hist_item['balance'].to_f
-        if @daily[date]
-          old_balance = @daily[date]
-          existing = @daily[date]
-        else
-          info.income = 0.0
-          existing = info
-        end
-        if /Wire Withdrawal fee|Trading fees for|Margin Funding Payment on wallet/i.match( hist_item['description'])
-          existing.income += amount
-        end
-        existing.balance = balance if balance != 0.0
-        @daily[date] = existing
-      end
-      out_file = "output/#{@wallet}_#{@currency}_summary.csv"
-      FileUtils.makedirs(File.dirname(out_file))
-      CSV.open(out_file,'w',
-          :write_headers=> true,
-          :headers => ['currency',
-                       'date',
-                      'income',
-                      'balance',
-                      'rate',
-                      'balance_in_usd',
-                      ] #< column header
-        ) do |csv|
-        @daily.each do |date, info|
-          strings = date.split('.')
-          fetch_date = Date.new(strings[0].to_i, strings[1].to_i, strings[2].to_i)
-          rate = get_usd_exchange(fetch_date, @currency)
-          csv << [@currency,
-                  date,
-                  info.income,
-                  info.balance,
-                  rate ? rate : nil,
-                  rate ? info.balance * get_usd_exchange(fetch_date, @currency) : nil,
-                 ]
-        end
-      end
-    end
-  end
-end

data/spec/rapflag_spec.rb

@@ -1,115 +0,0 @@
-# encoding: utf-8
-require 'spec_helper'
-require 'rapflag/fetch'
-require 'vcr'
-
-VCR.configure do |config|
-  config.cassette_library_dir = "fixtures/vcr_cassettes"
-  config.hook_into :faraday # or :fakeweb
-end
-
-CSV_Test_File = File.expand_path(File.join(__FILE__, '..', '..', 'output/exchange_BTC.csv'))
-SUMMARY_EXCHANGE_BTC_File = File.expand_path(File.join(__FILE__, '..', '..', 'output/exchange_BTC_summary.csv'))
-SUMMARY_DEPOSIT_BFX_File = File.expand_path(File.join(__FILE__, '..', '..', 'output/deposit_BFX_summary.csv'))
-
-VCR.eject_cassette # we use insert/eject around each example
-describe RAPFLAG do
-  # include ServerMockHelper
-  before(:all) do
-  end
-  after(:all) do
-  end
-  context 'bitfinex' do
-    before(:all) do
-      VCR.use_cassette("rapflag", :record => :new_episodes) do
-        FileUtils.rm_f(CSV_Test_File) if File.exist?(CSV_Test_File)
-        FileUtils.rm_f(SUMMARY_DEPOSIT_BFX_File) if File.exist?(SUMMARY_DEPOSIT_BFX_File)
-        FileUtils.rm_f(SUMMARY_EXCHANGE_BTC_File) if File.exist?(CSV_Test_File)
-        expect(File.exist?(CSV_Test_File)).to eql(false)
-        @rap = RAPFLAG::History.new('exchange', 'BTC')
-        @rap.fetch_csv_history
-        @rap.create_csv_file
-      end
-    end
-    context 'history' do
-      it 'should have correct currency' do
-        expect(@rap.currency).to eql('BTC')
-      end
-      it 'should have correct size' do
-        expect(@rap.history.size).to eql(206)
-      end
-    end
-  end
-  context 'bitfinex CSV' do
-    context 'csv' do
-      it 'should have generated a correct CSV file' do
-        expect(File.exist?(CSV_Test_File)).to eql(true)
-        lines = IO.readlines(CSV_Test_File)
-        expect(lines.first.chomp).to eql('currency,amount,balance,description,date_time')
-        expect(lines[1].chomp).to eql(
-          'BTC,-0.00000005,0.0,Transfer of 0.0 BTC from wallet Exchange to Deposit on wallet Exchange,2016.12.03 21:20:47')
-      end
-    end
-  end
-  context 'exchange option --clean' do
-    before(:all) do
-      @date_bfx_1 = Date.new(2017,1,10)
-      @date_btx_1 = Date.new(2017,1,21)
-      @date_btx_2 = Date.new(2017,1,10)
-      VCR.use_cassette("rapflag", :record => :new_episodes) do
-        FileUtils.rm_f(SUMMARY_EXCHANGE_BTC_File) if File.exist?(CSV_Test_File)
-        expect(File.exist?(SUMMARY_EXCHANGE_BTC_File)).to eql(false)
-        @exchange = RAPFLAG::History.new('exchange', 'BTC')
-        @exchange.fetch_csv_history
-        @exchange.create_summary
-        @bfx   = @exchange.get_usd_exchange(@date_bfx_1, 'BFX')
-        @btx_1 = @exchange.get_usd_exchange(@date_btx_1, 'BTC')
-        @btx_2 = @exchange.get_usd_exchange(@date_btx_2, 'BTC')
-      end
-    end
-    it 'should have generated a correct summary CSV file' do
-      expect(File.exist?(SUMMARY_EXCHANGE_BTC_File)).to eql(true)
-      lines = IO.readlines(SUMMARY_EXCHANGE_BTC_File)
-      expect(lines.first.chomp).to eql('currency,date,income,balance,rate,balance_in_usd')
-      expect(lines[1].chomp).to eql('BTC,2016.01.15,0.0,8.99788147,,')
-      expect(lines[-1].chomp).to eql('BTC,2016.12.03,0.0,0.0,765.46,0.0')
-    end
-    it 'should have NOT have generated a correct summary deposit BFX CSV file' do
-      expect(File.exist?(SUMMARY_DEPOSIT_BFX_File)).to eql(false)
-    end
-    it 'should have the correct BTC -> USD rate' do
-      expect(@btx_1).to eql 924.02
-      expect(@btx_2).to eql 905.76
-    end
-    it 'should have the correct BFX -> USD rate' do
-      expect(@bfx).to eql 0.5697
-    end
-  end
-  context 'deposit option --clean' do
-    before(:all) do
-      FileUtils.rm_f(SUMMARY_EXCHANGE_BTC_File) if File.exist?(SUMMARY_EXCHANGE_BTC_File)
-      FileUtils.rm_f(SUMMARY_DEPOSIT_BFX_File) if File.exist?(CSV_Test_File)
-      @date_bfx_1 = Date.new(2017,1,10)
-      @date_btx_1 = Date.new(2017,1,21)
-      @date_btx_2 = Date.new(2017,1,10)
-      VCR.use_cassette("rapflag", :record => :new_episodes) do
-        expect(File.exist?(SUMMARY_DEPOSIT_BFX_File)).to eql(false)
-        @deposit = RAPFLAG::History.new('deposit', 'BFX')
-        @deposit.fetch_csv_history
-        @deposit.create_summary
-      end
-    end
-    it 'should have NOT generated a exchange BTC summary CSV file' do
-      expect(File.exist?(SUMMARY_EXCHANGE_BTC_File)).to eql(false)
-    end
-    it 'should have NOT generated a correct summary CSV file' do
-      expect(File.exist?(SUMMARY_DEPOSIT_BFX_File)).to eql(true)
-      lines = IO.readlines(SUMMARY_DEPOSIT_BFX_File)
-      expect(lines.first.chomp).to eql('currency,date,income,balance,rate,balance_in_usd')
-      expect(lines[1].chomp).to eql('BFX,2016.01.15,0.0,8.99788147,,')
-    end
-  end
-end
-# https://api.bitfinex.com/v2/candles/trade:1D:tBTCUSD/hist
-# [[1489363200000,1224.4,1211.2,1238,1206.7,6157.96283895],
-#  [1489276800000,1172.5,1224.4,1232.7,1166.8,18976.8181757]